+604.3%
MTUM vs KTOS
+843.2%
-238.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -2.4% | -26.8% | +24.4% | +2.5% |
| 3M | -3.6% | -20.6% | +16.9% | -0.7% |
| 6M | +23.7% | -47.5% | +71.2% | +34.9% |
| YTD | +22.9% | -38.5% | +61.4% | +28.9% |
| 1Y | +21.8% | -31.0% | +52.8% | +24.0% |
| 3Y | +114.4% | +216.5% | -102.1% | +64.2% |
| 5Y | +79.6% | +105.7% | -26.1% | +43.0% |
| 10Y | +356.2% | +615.0% | -258.8% | +194.9% |
| All | +604.3% | +843.2% | -238.9% | +326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling